most citedRecurrence Plot and Recurrence Quantification Analysis Techniques for Detecting a Critical Regime. Examples from Financial Market Indices

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cond-mat.stat-mech2004★ 109 cited

Recurrence Plot and Recurrence Quantification Analysis Techniques for Detecting a Critical Regime. Examples from Financial Market Indices

A. Fabretti, M. Ausloos

Recurrence Plot (RP) and Recurrence Quantification Analysis (RQA) are signal numerical analysis methodologies able to work with non linear dynamical systems and non stationarity. M…